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st: xtnbreg meaning of r and s
From
Owen Gallupe <[email protected]>
To
[email protected]
Subject
st: xtnbreg meaning of r and s
Date
Thu, 10 Mar 2011 22:51:57 -0800
Hello,
I am wondering how to interpret the "r", "s", "/ln_r", and "/ln_s"
rows when running a random effects negative binomial model. I see that
in the Stata documentation it states "In the random-effects model, the
dispersion varies randomly from group to group, such that the inverse
of one plus the dispersion follows a Beta(r; s) distribution." And
also "the /ln_r and /ln_s lines refer to ln(r) and ln(s), where the
inverse of one plus the dispersion is assumed to follow a Beta(r; s)
distribution."
Could anybody please interpret this in laymen terms? I would expect
that at least one of the rows relates to the between-cluster
differences in the dependent variable intercept, but the meaning of
these values are vague to me.
Please see example below (dependent variable is alcohol use, sample
clustered within schools):
xtnbreg alc age ses grades, i(school)
Coef. Std. Err. z P>|z| 95%
Conf. Interval]
age .1367576 .0262892 5.20 0.000 .0852318 .1882835
ses .0725459 .0224051 3.24 0.001 .0286327 .1164591
grades -.0265956 .0231602 -1.15 0.251 -.0719887 .0187975
_cons .0270704 .0691694 0.39 0.696 -.108499 .1626398
/ln_r 4.084042 .3880532 3.323472
4.844613
/ln_s 3.923952 .4021785 3.135697 4.712208
r 59.38505 23.04456 27.75656
127.0541
s 50.60003 20.35025 23.00466
111.2976
Thank you.
Owen Gallupe
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